On the other hand any physical system in motion is also loosing energy constantly to friction, air resistance, and other factors. Because of that and because the winding/unwinding description seemed implausible I strongly suspect the story is apocryphal.
Sorry to nitpick, but I think this is a good thing to know. Apocryphal means "of doubtful authenticity", not mythical or false, which is the how you seem to be using it. The story is clearly apocryphal.